+199.6%
ARM vs JOBY
-26.4%
+226.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.2% | -2.9% |
| 7D | +9.1% | -14.3% | +23.4% | +15.0% |
| 30D | -19.9% | +10.2% | -30.1% | -23.1% |
| 3M | -31.6% | -38.5% | +6.9% | -19.7% |
| 6M | -13.9% | -54.1% | +40.2% | +11.6% |
| YTD | +74.3% | -61.5% | +135.8% | +132.6% |
| 1Y | +35.8% | -65.7% | +101.4% | +86.3% |
| 3Y | +268.6% | -7.0% | +275.6% | +221.2% |
| All | +199.6% | -26.4% | +226.0% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JOBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling